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ACM

AlphaCrest Capital Management Portfolio holdings

AUM $1.64B
1-Year Est. Return 23.4%
This Fund
S&P 500
This Quarter Est. Return
-26.6%
1 Year Est. Return
-23.4%
3 Year Est. Return
-8.44%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$824M
AUM Growth
-$395M
Cap. Flow
-$58.5M
Cap. Flow %
-7.1%
Top 10 Hldgs %
5.02%
Holding
1,386
New
156
Increased
485
Reduced
352
Closed
392

Top Buys

Rank Stock Value
1
OKE icon
Oneok
OKE
+$6.31M
2
BXP icon
Boston Properties
BXP
+$4.31M
3
T icon
AT&T
T
+$4.3M
4
AAPL icon
Apple
AAPL
+$3.67M
5
PACW
PacWest Bancorp
PACW
+$3.49M

Top Sells

Rank Stock Value
1
TD icon
Toronto Dominion Bank
TD
+$10.6M
2
ORCL icon
Oracle
ORCL
+$10.2M
3
GILD icon
Gilead Sciences
GILD
+$7.19M
4
RY icon
Royal Bank of Canada
RY
+$7.17M
5
SCHW
Charles Schwab
SCHW
+$6.99M

Sector Composition

Rank Sector Weight
1 Technology 17.87%
2 Financials 15.37%
3 Healthcare 13.16%
4 Industrials 12.72%
5 Consumer Discretionary 10.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
OII icon
1201
Oceaneering
OII
$4.77B
– –
-14,616
Closed -$218K
OKTA icon
1202
Okta
OKTA
$25.8B
– –
-2,770
Closed -$320K
ON icon
1203
ON Semiconductor
ON
$19.3B
– –
-35,473
Closed -$865K
ORI icon
1204
Old Republic International
ORI
$10.4B
– –
-16,901
Closed -$378K
PATK icon
1205
Patrick Industries
PATK
$2.95B
– –
-8,525
Closed -$298K
PAYC icon
1206
Paycom
PAYC
$10B
– –
-779
Closed -$206K
PB icon
1207
Prosperity Bancshares
PB
$8.86B
– –
-4,283
Closed -$308K
PBF icon
1208
PBF Energy
PBF
$7.31B
– –
-19,754
Closed -$620K
PBH icon
1209
Prestige Consumer Healthcare
PBH
$2.6B
– –
-9,214
Closed -$373K
PCH
1210
DELISTED
PotlatchDeltic
PCH
– –
-20,164
Closed -$872K
PCRX icon
1211
Pacira BioSciences
PCRX
$997M
– –
-11,599
Closed -$525K
PEN icon
1212
Penumbra
PEN
$12.8B
– –
-2,300
Closed -$378K
PENN icon
1213
PENN Entertainment
PENN
$2.7B
– –
-11,729
Closed -$300K
PGRE
1214
DELISTED
Paramount Group
PGRE
– –
-61,900
Closed -$862K
PH icon
1215
Parker-Hannifin
PH
$135B
– –
-3,402
Closed -$700K
PI icon
1216
Impinj
PI
$5.6B
– –
-18,600
Closed -$481K
PLAY icon
1217
Dave & Buster's
PLAY
$357M
– –
-20,001
Closed -$803K
PLD icon
1218
Prologis
PLD
$133B
– –
-34,010
Closed -$3.03M
PLNT icon
1219
Planet Fitness
PLNT
$3.96B
– –
-4,500
Closed -$336K
POOL icon
1220
Pool Corp
POOL
$7.5B
– –
-3,519
Closed -$747K
POR icon
1221
Portland General Electric
POR
$5.77B
– –
-16,504
Closed -$921K
PPBI
1222
DELISTED
Pacific Premier Bancorp
PPBI
– –
-8,400
Closed -$274K
PPC icon
1223
Pilgrim's Pride
PPC
$6.54B
– –
-20,169
Closed -$660K
PRA
1224
DELISTED
ProAssurance
PRA
– –
-6,516
Closed -$235K
PRGO icon
1225
Perrigo
PRGO
$1.78B
– –
-25,014
Closed -$1.29M
47 48
49
50 51

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BDF
Balasa Dinverno & Foltz $1.58B AUM 17.55% 1-Year Est. Return
SCA
Salient Capital Advisors Houston, Texas $1.74B AUM 12.95% 1-Year Est. Return
IC
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WFA
Wipfli Financial Advisors Milwaukee, Wisconsin $1.42B AUM 20.63% 1-Year Est. Return
CA
Capitolis Advisors New York $1.41B AUM 17.33% 1-Year Est. Return
RIG
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CCP
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AlphaCrest Capital Management's Q1 2020 Portfolio in Review

As of Q1 2020, AlphaCrest Capital Management held 1,386 positions worth $824M, down 32% from $1.22B the previous quarter. Its ten largest holdings account for 5% of the portfolio.

AlphaCrest Capital Management withdrew a net $58.5M in Q1 2020, closing 392 positions and reducing 352 holdings. Its most notable exit was Gilead Sciences, an estimated $7.19M position sold in full.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AlphaCrest Capital Management opened a new position in Hanover Insurance worth $1.99M.

  • AlphaCrest Capital Management's largest Q1 2020 buy was Hanover Insurance: 21,934 shares worth $1.99M.
  • AlphaCrest Capital Management added most to Oneok in Q1 2020, an estimated $6.31M increase.
  • AlphaCrest Capital Management's biggest Q1 2020 reduction was Toronto Dominion Bank, cutting an estimated $10.6M.
  • AlphaCrest Capital Management fully exited Gilead Sciences in Q1 2020, selling an estimated $7.19M.
  • AlphaCrest Capital Management's ten largest holdings make up 5% of its $824M portfolio in Q1 2020.
  • AlphaCrest Capital Management opened 156 new positions and closed 392 in Q1 2020.
  • AlphaCrest Capital Management's portfolio value fell 32% quarter-over-quarter to $824M.

Based on AlphaCrest Capital Management's 13F filing for Q1 2020, filed 13 May 2020.